Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 6.04% | 0.33 CHF | 0.34 CHF | 124'000 | 124'000 | 55'332 | 55'332 | 16'956 CHF | 17'793 CHF | 100.00% | 100.00% |
12.07.2024 | 6.48% | 0.26 CHF | 0.27 CHF | 120'000 | 120'000 | 54'574 | 54'574 | 14'831 CHF | 15'657 CHF | 100.00% | 100.00% |
11.07.2024 | 5.55% | 0.28 CHF | 0.29 CHF | 122'000 | 122'000 | 55'045 | 55'045 | 16'735 CHF | 17'569 CHF | 99.81% | 99.81% |
10.07.2024 | 5.46% | 0.35 CHF | 0.36 CHF | 124'000 | 124'000 | 55'241 | 55'241 | 18'209 CHF | 19'045 CHF | 100.00% | 100.00% |
09.07.2024 | 6.19% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 54'671 | 54'671 | 15'146 CHF | 15'976 CHF | 99.73% | 99.73% |
08.07.2024 | 12.09% | 0.28 CHF | 0.29 CHF | 122'000 | 122'000 | 53'734 | 53'734 | 11'320 CHF | 12'293 CHF | 100.00% | 100.00% |
05.07.2024 | 12.01% | 0.20 CHF | 0.21 CHF | 118'000 | 118'000 | 53'088 | 53'088 | 9'964 CHF | 10'931 CHF | 99.69% | 99.69% |
04.07.2024 | 12.71% | 0.18 CHF | 0.20 CHF | 48'000 | 48'000 | 38'292 | 38'292 | 7'180 CHF | 8'105 CHF | 99.81% | 99.81% |